This is an exciting opportunity for someone who is highly motivated to work in an innovation-focused team and to contribute to our Corporate & Investment Bank business.
As a Pricing Direct Evaluator - Analyst in the Investment Grade Corporate Fixed Income team, you will join a revenue-generating team that provides independent valuation and analytics for over 3 million fixed income and derivative instruments, utilizing real time market intelligence from buy side and sell side market participants. You will play a crucial role in providing accurate and insightful valuations, which are essential for our clients' investment decisions and risk management strategies.
Job responsibilities
Generates daily valuations of fixed income securities for multiple market closes, entailing start-to-end responsibilities. This includes market data collection and analysis, price generation, quality control, and dealing with the client queries Develops and maintains sophisticated statistical and machine-learning models, aiming at improving pricing and quality control processes Develops cutting-edge methodologies, pricing models and infrastructure to increase accuracy and speed of valuations Collaborate with trading desks, market participants and research teams to enhance market knowledge and understanding of the instrument pricing Addresses all client concerns daily with emphasis on providing first-class service and quality, whether it is via emails, calls or in-person meetings Examines and develops new areas of product growth with a focus on autonomously exploring new ideas and solutionsRequired qualifications, capabilities, and skills
Firm understanding of the principles of fixed income and data science Strong software development skills in Python and Excel VBA, and high aptitude for learning new technologies Ability to collect and analyze large amounts of market information, extract its essence, and incorporate the findings into valuation matrix and incorporate it into pricing models Knowledge of Machine Learning, Statistical and Artificial Intelligence techniques Clear, logical thinker with strong quantitative abilities Ability to thrive in a fast-paced environment of real-time market pressures, remaining focused on client needsPreferred qualifications, capabilities, and skills
Previous market or quantitative experience in Investment Grade Fixed income products (Corporate bonds, Money Markets, Treasury etc.) Previous experience of implementing machine learning models in a business environment Good communication skills, both oral and written Strong Python coding skills, especially when working with large financial datasets. Additional experience working with SQL, R, C++, Java, as well as Tableau & data visualization tools would be beneficial Bachelor's degree or higher, ideally in a STEM field such as: Computer Science, Financial Engineering, Mathematics, Physics, Finance, or Economics